Wash the fennel bulbs and cut them in half. Boil them or steam them until slightly soft. Preheat the oven to 200ºC. Cut the fennels into quarters lengthways and place them in a buttered baking dish. Put a tsp of butter on each quarter of fennel and sprinkle with plenty of Parmesan cheese. Bake until the cheese is golden (about 20 minutes). Serve hot.